[python] How do I calculate percentiles with python/numpy?

The definition of percentile I usually see expects as a result the value from the supplied list below which P percent of values are found... which means the result must be from the set, not an interpolation between set elements. To get that, you can use a simpler function.

def percentile(N, P):
    """
    Find the percentile of a list of values

    @parameter N - A list of values.  N must be sorted.
    @parameter P - A float value from 0.0 to 1.0

    @return - The percentile of the values.
    """
    n = int(round(P * len(N) + 0.5))
    return N[n-1]

# A = (1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
# B = (15, 20, 35, 40, 50)
#
# print percentile(A, P=0.3)
# 4
# print percentile(A, P=0.8)
# 9
# print percentile(B, P=0.3)
# 20
# print percentile(B, P=0.8)
# 50

If you would rather get the value from the supplied list at or below which P percent of values are found, then use this simple modification:

def percentile(N, P):
    n = int(round(P * len(N) + 0.5))
    if n > 1:
        return N[n-2]
    else:
        return N[0]

Or with the simplification suggested by @ijustlovemath:

def percentile(N, P):
    n = max(int(round(P * len(N) + 0.5)), 2)
    return N[n-2]

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